demo D182

Correlation and weighted averages in Vue

Two-column figures from the API, over the filtered rows

grid.statistics.correlation(a, b)

This grid computes two-column figures, correlation and weighted averages, from the API over the filtered rows. It answers how two measures relate across the current selection, updating as the filter changes.

Building…

Loading a live grid…

This is the Vue 3 version. A createLatticeGrid component takes the configuration through v-bind, and reactive data flows straight into the grid, so it updates the way the rest of your Vue app does.

The configuration

<link rel="stylesheet" href="https://cdn.latticegrid.dev/lattice-grid@1.107.0/lattice-grid.min.css">
<style>
  #grid > div { height: 460px; }
</style>
<div id="app"></div>

<script type="module">
  import * as Vue from 'https://esm.sh/vue@3/dist/vue.esm-browser.prod.js';
  import { createGrid } from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/lattice-grid.esm.min.js';
  import createLatticeGrid from 'https://cdn.latticegrid.dev/lattice-grid@1.107.0/modules/vue.esm.min.js';

  const LatticeGrid = createLatticeGrid({ vue: Vue, createGrid });

  Vue.createApp({
    components: { LatticeGrid },
    data() {
      return {
        config: {
          rowKey: 'id',
          columnDefaults: { filter: true },
          toolPanel: { side: 'left', panels: ['filters', 'columns'] },
          columns: [
            { field: 'symbol', title: 'Symbol', layout: { pin: 'start', width: 120 } },
            { field: 'desk', title: 'Desk', filter: { type: 'set' } },
            { field: 'region', title: 'Region', filter: { type: 'set' } },
            { field: 'price', title: 'Price', type: 'number', format: { decimals: 4 } },
            { field: 'bid', title: 'Bid', type: 'number', format: { decimals: 4 } },
            { field: 'volume', title: 'Volume', type: 'number', format: { notation: 'compact' } },
            { field: 'notional', title: 'Notional', type: 'number',
              format: { style: 'currency', currency: 'USD', decimals: 2 }, total: 'sum' },
          ],
          rows,  // the trading book
        },
      };
    },
    mounted() {
      // The component exposes the live grid via a template ref, which every figure reads.
      const grid = this.$refs.grid.grid();
      const out = document.getElementById('out');
      const report = () => {
        out.textContent = JSON.stringify({
          correlation: grid.statistics.correlation('price', 'bid'),
          regression:  grid.statistics.regression('price', 'bid'),
          weighted:    grid.statistics.weightedAverage('price', 'volume'),
        }, null, 2);
      };
      grid.on('filter:changed', report);  // every figure follows the filters
      report();
    },
    template: `
      <div id="grid"><lattice-grid ref="grid" v-bind="config" /></div>
      <pre id="out" style="margin-top: 12px"></pre>
    `,
  }).mount('#app');
</script>